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Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
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Household behavior in the US and Japan : cohort analysis
Fukuda, Kosei - 2010
Persistent link: https://www.econbiz.de/10008668373
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Three new empirical perspectives on the Hodrick-Prescott parameter
Fukuda, Kosei - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 713-731
Persistent link: https://www.econbiz.de/10008747628
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Reexamination of the effects of monetary policy using spectral decomposition
Fukuda, Kosei - In: Applied economics letters 14 (2007) 10/12, pp. 769-774
Persistent link: https://www.econbiz.de/10003588858
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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Detection of switching cointegration rank allowing for switching lag structure : an application to money-demand function
Fukuda, Kosei - In: Applied economics 40 (2008) 10/12, pp. 1571-1582
Persistent link: https://www.econbiz.de/10003743032
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Selecting between student and normal mixture distributions
Fukuda, Kosei - In: Applied economics letters 27 (2020) 7, pp. 549-554
Persistent link: https://www.econbiz.de/10012205726
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Introducing new endogeneity into a simultaneous equation model : an application to corporate finance
Fukuda, Kosei - In: Applied economics 55 (2023) 4, pp. 369-379
Persistent link: https://www.econbiz.de/10013494429